I did the same thing! I dropped one off (the other got away) in the jail. When I waked in the lawman told me to set him in the cell. The game treated it like a bounty. I even got paid (much less than a normal bounty though).

The wanted system is super twitchy for even minor slights, but it’s dependent on civilization. I’m not a fan of losing honor every time I loot a civilian corpse in the middle of nowhere. At least in RDR the bandana kept your honor from swinging.